Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-14 638.649656 654.031234 669.159509 685.154186 701.580146 717.952802 735.502124
2025-12-21 617.549285 640.131253 662.640654 686.760204 711.871680 737.244227 764.817959
2025-12-28 601.634160 629.156314 656.858886 686.835081 718.358665 750.529487 785.848163
2026-01-04 590.380168 621.919436 653.923594 688.837656 725.862348 763.963613 806.150221
2026-01-11 581.708603 616.710233 652.480027 691.781351 733.765271 777.287565 825.838404
2026-01-18 573.307829 611.291142 650.355109 693.551535 740.001739 788.472654 842.910117
2026-01-25 567.187408 607.949964 650.117304 697.020879 747.764820 801.039468 861.246312
2026-02-01 560.812611 604.042849 649.004670 699.290223 754.000432 811.764640 877.424926
2026-02-08 555.088818 600.601948 648.177782 701.659858 760.156521 822.247525 893.212430
2026-02-15 549.020561 596.579182 646.529840 702.952697 764.974312 831.137608 907.147752
2026-02-22 543.535979 593.018804 645.225304 704.466937 769.896686 840.029702 920.997557
2026-03-01 537.931320 589.169942 643.461173 705.337597 773.986985 847.906907 933.648408
2026-03-08 531.940187 584.777602 640.994994 705.337024 777.034575 854.577640 944.931842
2026-03-15 527.440079 581.920353 640.118415 706.999773 781.843645 863.136703 958.280319
2026-03-22 522.055689 577.961995 637.912439 707.077030 784.790708 869.547602 969.166795
2026-03-29 518.313045 575.743330 637.558290 709.146121 789.902073 878.330671 982.697669
2026-04-05 515.433935 574.413422 638.126883 712.187632 796.056707 888.254049 997.511027
2026-04-12 511.875916 572.240382 637.678552 714.016663 800.787648 896.535940 1010.446295
2026-04-19 509.670295 571.531987 638.824078 717.601394 807.474001 907.014182 1025.893735
2026-04-26 506.749034 569.948087 638.923477 719.946255 812.709132 915.820913 1039.427452
2026-05-03 504.022413 568.526736 639.154919 722.394776 818.026812 924.702438 1053.049957
2026-05-10 500.674727 566.336559 638.457726 723.730669 822.028112 932.051761 1064.898594
2026-05-17 497.595735 564.399199 637.999485 725.295349 826.256352 939.639944 1077.021673